Sie Ting Lau

Nanyang Technological University (NTU) - Division of Banking & Finance

S3-B1B-76 Nanyang Avenue

Singapore, 639798

Singapore

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 29,329

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Top 29,329

in Total Papers Downloads

2,018

SSRN CITATIONS
Rank 16,464

SSRN RANKINGS

Top 16,464

in Total Papers Citations

32

CROSSREF CITATIONS

35

Scholarly Papers (11)

1.

Do Domestic and Foreign Fund Managers Have Similar Preferences for Stock Characteristics? A Cross-Country Analysis

EFA 2001 Barcelona Meetings, Journal of International Business Studies, Forthcoming
Number of pages: 44 Posted: 05 Jul 2001
Vicentiu Covrig, Sie Ting Lau and Lilian Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance, Nanyang Technological University (NTU) - Division of Banking & Finance and Schulich School of Business, York University
Downloads 585 (56,517)
Citation 20

Abstract:

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home bias, fund managers, institutional trading, foreign, domestic, stock characteristics

2.

The World Price of Home Bias

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 60 Posted: 04 Dec 2009
Sie Ting Lau, Lilian Ng and Bohui Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance, Schulich School of Business, York University and The Chinese University of Hong Kong, Shenzhen
Downloads 511 (66,843)
Citation 11

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Mutual Funds Holdings, Cost of Capital, Market Segmentation, Home Bias

What If Trading Location is Different from Business Location? Evidence from the Jardine Group

Number of pages: 38 Posted: 10 Dec 2001
Kalok Chan, Allaudeen Hameed and Sie Ting Lau
CUHK Business School, National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 338 (107,877)
Citation 14

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What If Trading Location is Different from Business Location? Evidence from the Jardine Group

Posted: 06 Aug 2003
Kalok Chan, Allaudeen Hameed and Sie Ting Lau
CUHK Business School, National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance

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4.

Information Environment and Equity Risk Premium Volatility Around the World

Management Science, Forthcoming
Number of pages: 40 Posted: 17 Dec 2011 Last Revised: 10 Oct 2014
Sie Ting Lau, Lilian Ng and Bohui Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance, Schulich School of Business, York University and The Chinese University of Hong Kong, Shenzhen
Downloads 299 (124,014)
Citation 3

Abstract:

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market risk premium volatility, information environment, implied cost of capital, VAR

5.

Learning about Uncertainty from Options Trading

Nanyang Business School Research Paper No. 20-30
Number of pages: 59 Posted: 09 Apr 2020 Last Revised: 13 Apr 2021
Da-Hea Kim, Sie Ting Lau and Bohui Zhang
Sungkyunkwan University, Nanyang Technological University (NTU) - Division of Banking & Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 87 (350,076)

Abstract:

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Learning, Feedback effect, Uncertainty, Equity options, Option implied volatility, Acquisition

Accelerated Equity Offers: The Role of Internal and External Certification Mechanisms

Number of pages: 39 Posted: 16 Feb 2014
Auckland University of Technology, University of South Australia, Nanyang Technological University (NTU) - Division of Banking & Finance, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
Downloads 44 (498,030)

Abstract:

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Accelerated offers, seasoned equity, flotation costs, information asymmetry, due diligence

Accelerated Equity Offers: The Role of Internal and External Certification Mechanisms

2014 Financial Markets & Corporate Governance Conference
Number of pages: 39 Posted: 04 Nov 2013 Last Revised: 31 Jan 2014
Auckland University of Technology, University of South Australia, Nanyang Technological University (NTU) - Division of Banking & Finance, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
Downloads 31 (565,815)

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accelerated offers, seasoned equity, flotation costs, information asymmetry, due diligence

7.

Lost in Translation: Which Stock Prices Bear the Burden to Adjust to Exchange Rates?

Journal of Financial Research, Vol. 36, No. 3, 2016
Number of pages: 54 Posted: 31 Oct 2015 Last Revised: 16 Oct 2019
Jimmy Lockwood, Larry J. Lockwood and Sie Ting Lau
Southern Illinois University at Carbondale - Department of Finance, Texas Christian University and Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 65 (409,726)
Citation 1

Abstract:

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Cross-listing, Price Discovery, Exchange Rates

8.

Price Discovery of Internationally Cross-Listed Stocks During the 2008 Financial Crisis

Journal of Financial Research, Vol. 41, No. 3, 2018, Lockwood, J. , Lockwood, L. and Lau, S. T. (2018), PRICE DISCOVERY OF INTERNATIONALLY CROSS‐LISTED STOCKS DURING THE 2008 FINANCIAL CRISIS. The Journal of Financial Research, 41: 351-381. doi:10.1111/jfir.12151
Number of pages: 53 Posted: 08 Jul 2016 Last Revised: 16 Oct 2019
Jimmy Lockwood, Larry J. Lockwood and Sie Ting Lau
Southern Illinois University at Carbondale - Department of Finance, Texas Christian University and Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 58 (433,592)
Citation 1

Abstract:

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price discovery, market microstructure, financial crisis, international financial markets

9.

Corporate Governance and the Information Content of Earnings Announcements: A Cross-Country Analysis

Contemporary Accounting Research, Forthcoming
Posted: 27 Oct 2014 Last Revised: 18 Aug 2016
Sie Ting Lau, Keshab Shrestha and Jing Yu
Nanyang Technological University (NTU) - Division of Banking & Finance, Monash University Malaysia and The University of Sydney

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Earnings Announcements, Information Content, Corporate Governance, Investor Protection

10.

Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk

Posted: 13 Feb 2003
Sie Ting Lau and Thomas H. McInish
Nanyang Technological University (NTU) - Division of Banking & Finance and University of Memphis - Fogelman College of Business and Economics

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11.

Cross-Listings and Home Market Trading Volume: The Case of Malaysia and Singapore

Posted: 13 Nov 2001
Thomas H. McInish and Sie Ting Lau
University of Memphis - Fogelman College of Business and Economics and Nanyang Technological University (NTU) - Division of Banking & Finance

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market microstructure, order flow diversion

Other Papers (1)

Total Downloads: 37
1.

Corporate Governance and Seasoned Equity Offerings: Offer Methods and Flotation Costs

Number of pages: 35 Posted: 31 Jan 2013
Auckland University of Technology, University of South Australia, Nanyang Technological University (NTU) - Division of Banking & Finance, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
Downloads 37

Abstract:

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Seasoned equity offering, Asymmetric information, Internal Corporate Governance, Certification, Audit Fee, Flotation costs